CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 576-0 566-0 -10-0 -1.7% 575-4
High 586-6 571-0 -15-6 -2.7% 590-0
Low 576-0 561-4 -14-4 -2.5% 561-4
Close 583-2 567-2 -16-0 -2.7% 567-2
Range 10-6 9-4 -1-2 -11.6% 28-4
ATR 20-4 20-5 0-1 0.4% 0-0
Volume 19,485 16,405 -3,080 -15.8% 76,461
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 595-1 590-5 572-4
R3 585-5 581-1 569-7
R2 576-1 576-1 569-0
R1 571-5 571-5 568-1 573-7
PP 566-5 566-5 566-5 567-6
S1 562-1 562-1 566-3 564-3
S2 557-1 557-1 565-4
S3 547-5 552-5 564-5
S4 538-1 543-1 562-0
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 658-3 641-3 582-7
R3 629-7 612-7 575-1
R2 601-3 601-3 572-4
R1 584-3 584-3 569-7 578-5
PP 572-7 572-7 572-7 570-0
S1 555-7 555-7 564-5 550-1
S2 544-3 544-3 562-0
S3 515-7 527-3 559-3
S4 487-3 498-7 551-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 618-0 561-4 56-4 10.0% 13-0 2.3% 10% False True 18,416
10 642-0 561-4 80-4 14.2% 13-1 2.3% 7% False True 16,124
20 643-0 526-0 117-0 20.6% 15-7 2.8% 35% False False 15,407
40 730-0 526-0 204-0 36.0% 18-1 3.2% 20% False False 15,079
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 611-3
2.618 595-7
1.618 586-3
1.000 580-4
0.618 576-7
HIGH 571-0
0.618 567-3
0.500 566-2
0.382 565-1
LOW 561-4
0.618 555-5
1.000 552-0
1.618 546-1
2.618 536-5
4.250 521-1
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 566-7 574-1
PP 566-5 571-7
S1 566-2 569-4

These figures are updated between 7pm and 10pm EST after a trading day.

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